Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -891852.1968 | -56089.8816 | -835762.3151 | -72074.4104 | 1673302.6073 | -1745377.0177 |
Total P&L (%) | -891.8522 | -56.0899 | -835.7623 | -72.0744 | 1673.3026 | -1745.377 |
Avg Daily Profit (%) | -0.4797 | -0.0302 | -0.4496 | -0.0686 | 0.1548 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274159 | -207262 | -118789 | -2029543 | -852281 | -1208923 |
Profit Factor | 0.4017 | 0.8469 | 0.2567 | 0.9857 | 1.7719 | 0.3894 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 66 | 31 | 35 | 42 | 22 | 20 |
Losing Trades | 19 | 11 | 8 | 43 | 20 | 23 |
Profitability (%) | 77.6471 | 73.8095 | 81.3953 | 49.4118 | 52.381 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.1156 | 0.3005 | 0.0587 | 1.0091 | 1.6108 | 0.4478 |
Largest Winning Trade | 32113 | 32113 | 23119 | 1508265 | 1508265 | 657022 |
Largest Losing Trade | -886153 | -57892 | -886153 | -886153 | -577504 | -886153 |
Avg Bars in Trades | 41 | 53 | 30 | 41 | 53 | 30 |
Avg Bars in Winners | 14 | 15 | 13 | 47 | 65 | 26 |
Avg Bars in Losers | 136 | 159 | 105 | 36 | 39 | 33 |
Bars Traded | 3552 | 2237 | 1316 | 3552 | 2237 | 1316 |
Profit Streak | 81.513 | 81.513 | 130.513 | 81.513 | 81.513 | 130.513 |
Trades During Streak | 15 | 7 | 8 | 15 | 7 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574972 | -576097 | -575185 | -577396 | 464908 | -580566 |
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{ "first_band": { "type": "fwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 104, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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